Capricorn is
a wee bit confusing. Capricorn - Capricornus is a Latin compound of
"she-goat" (capra) and "horn" (cornus), which translates
the original Greek Aegocerus, "goat-horned." It is associated
with being a Goat Horn, however it is also traditionally depicted as being
a "sea goat" (a goat with a fish tail).

According to
Theony Condos (Star Myths) the only ancient allusions to Capricorn
are in relation to astronomical explanations (i.e. no regular Greek myths
explaining why this constellation is in the sky.). Astronomical sources place
this as being Aegocerus (goat - horned) who accompanied Zeus when battling
the Titans on Mount Ada. Aegocerus allegedly invented the trumpet and then
blew his trumpet in battle which caused panic among the Titans and so they
fled.

There is what's
thought to be a meager attempt in this version of the story to reconcile the
"sea-goat" by saying that Aegocerus discovered the trumpet in the sea. The
depiction of a sea-goat appears to be a hold over from an earlier Egyptian
source.

According to
Michael Macrone (By Jove) some later sources may have associated Capricorn
with a goat that fed the infant Zeus as he was being secretly raised on Crete,
the goat whose horn became the original "cornucopia" (horn of plenty).